+246.7%
CB vs LPLA
+797.0%
-550.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.9% |
| 7D | -1.0% | -3.2% | +2.1% | -0.2% |
| 30D | +7.3% | -8.6% | +16.0% | +9.3% |
| 3M | +7.0% | -18.7% | +25.7% | +12.2% |
| 6M | +16.3% | +4.5% | +11.8% | +13.4% |
| YTD | +19.7% | -15.3% | +35.0% | +22.3% |
| 1Y | +27.8% | -19.9% | +47.7% | +32.4% |
| 3Y | +72.0% | +33.4% | +38.6% | +45.3% |
| 5Y | +104.9% | +87.4% | +17.5% | +47.3% |
| 10Y | +246.7% | +800.4% | -553.7% | +63.7% |
| All | +246.7% | +797.0% | -550.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling